Asymptotic analysis in convex composite multiobjective optimization problems

被引：7

作者：

Chen, Zhe ^{[1
,2
]}

机构：

[1] Sch Econ & Management, Res Ctr Contemporary Management, Beijing 100084, Peoples R China

[2] Sichuan Univ, Sch Business, Chengdu 610064, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2013年 / 55卷 / 03期

基金：

美国国家科学基金会;

关键词：

Convex composite multiobjective optimization; Asymptotic analysis; Proximal-type method; Nonemptiness and compactness; Weak Pareto optimal solution; WEAKLY EFFICIENT SOLUTIONS; VECTOR OPTIMIZATION; OPTIMALITY CONDITIONS; SOLUTION SETS; NONEMPTINESS; COMPACTNESS; ALGORITHMS;

D O I：

10.1007/s10898-012-0032-z

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we present a unified approach for studying convex composite multiobjective optimization problems via asymptotic analysis. We characterize the nonemptiness and compactness of the weak Pareto optimal solution sets for a convex composite multiobjective optimization problem. Then, we employ the obtained results to propose a class of proximal-type methods for solving the convex composite multiobjective optimization problem, and carry out their convergence analysis under some mild conditions.

引用

页码：507 / 520

页数：14

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[4]

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